An optimization method for change-point monitoring in finite samples sequence

DOI10.1080/02331888.2023.2258249MaRDI QIDQ6083208

Dong Han, Fugee Tsung, Jinguo Xian

Publication date: 31 October 2023

Published in: Statistics (Search for Journal in Brave)

zbMATH Keywords

change-point detectionfinite samplesoptimization of control chart

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On optimality of the Shiryaev-Roberts procedure for detecting a change in distribution
• Sequential analysis. Tests and confidence intervals
• Optimal detection of a change in distribution
• Optimal stopping times for detecting changes in distributions
• On the optimality of Bayesian change-point detection
• Quickest Detection
• Asymptotic Optimality in Bayesian Changepoint Detection Problems under Global False Alarm Probability Constraint
• Detecting changes in real-time data: a user’s guide to optimal detection
• Optimal Sequential Tests for Monitoring Changes in the Distribution of Finite Observation Sequences
• On Optimum Methods in Quickest Detection Problems
• Procedures for Reacting to a Change in Distribution
• CONTINUOUS INSPECTION SCHEMES